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A Stochastic Operational Matrix Method for Numerical Solutionsof mixed Stochastic Volterra–Fredholm Integral Equations

Publication Type : Journal Article

Publisher : International Journal of Wavelets, Multiresolution and Information Processing

Source : International Journal of Wavelets, Multiresolution and Information Processing, 18(02), 2050005 (2020)

Url : https://www.worldscientific.com/doi/abs/10.1142/S0219691320500058

Keywords : Mixed stochastic Volterra–Fredholm integral equations, Two-dimensional second kind Chebyshev wavelets, Space-time Brownian motion, Itô integral

Campus : Chennai

School : School of Engineering

Department : Mathematics

Year : 2020

Abstract : In this paper, we have studied space-time Brownian motion and its applications to mixed type stochastic integral equations. Approximate solutions of mixed stochastic integral equations have been obtained by using two-dimensional (2D) second kind Chebyshev wavelets (CWs). Furthermore, some examples have been presented to justify the efficiency of 2D second kind CWs.

Cite this Research Publication : S. Singh, S. Saha Ray,” A Stochastic Operational Matrix Method for Numerical Solutionsof mixed Stochastic Volterra–Fredholm Integral Equations”, International Journal of Wavelets, Multiresolution and Information Processing, 18(02), 2050005. (2020)
DOI: doi.org/10.1142/S0219691320500058

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